sample of publications

• articles 

  • Impact of Pandemic on European Well-Being: Visualizing Scenarios from the SHARE Database.  International Journal of Environmental Research and Public Health.  18:4620. 2021
  • Visualizing Profiles of Large Datasets of Weighted and Mixed Data.  Mathematics.  9:891. 2021
  • Models for Expected Returns with Statistical Factors.  Journal of Risk and Financial Management.  13:314. 2020
  • Visualizing Inequality in Health and Socioeconomic Wellbeing in the EU: Findings from the SHARE Survey.  International Journal of Environmental Research and Public Health.  17:7747. 2020
  • A mathematical approach to assess research diversity: operationalization and applicability in communication sciences, political science, and beyond.  SCIENTOMETRICS.  125:2299-2322. 2020
  • Constructing a Children's Subjective Well-Being Index: an Application to Socially Vulnerable Spanish Children.  Child Indicators Research.  13:1235-1254. 2020
  • Correction to: Constructing a Children's Subjective Well-Being Index: an Application to Socially Vulnerable Spanish Children.  Child Indicators Research.  13:1-1. 2020
  • Long term care insurance pricing in Spanish population: a functional data approach.  European Journal of Finance.  26. 2019
  • Correction to: Foreword special issue Deaf 2019-Maf 2018.  Decisions in Economics and Finance.  42. 2019
  • Foreword special issue Deaf 2019-Maf 2018.  Decisions in Economics and Finance.  42. 2019
  • How functional data can enhance the estimation of health expectancy: the case of disabled Spanish population.  Astin Bulletin.  49:57-84. 2019
  • El proceso penal, mecanismo ineficaz de compensación a la víctima: un estudio de campo = The criminal procedure, an ineffective compensation mechanism for the victim: a field study.  Revista de victimología.  35-81. 2018
  • Assessing scale-wise similarity of curves with a thick pen: As illustrated through comparisons of spectral irradiance.  Ecology and Evolution.  8:10206-10218. 2018
  • A wide review on exponentiality tests and two competitive proposals with application on reliability.  JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.  88:108-139. 2018
  • On Visualizing Mixed-Type Data: A Joint Metric Approach to Profile Construction and Outlier Detection.  SOCIOLOGICAL METHODS & RESEARCH.  47:207-239. 2018
  • Las mujeres victimas de violencia de genero, atendidas en el servicio ATENPRO..  Boletin sobre vulnerabilidad social.  2017
  • Goodness-of-fit test for randomly censored data based on maximum correlation.  SORT-Statistics and Operations Research Transactions.  41. 2017
  • La vulnerabilidad social y la exclusión digital de las personas atendidas.  Boletin sobre vulnerabilidad social.  2017
  • A test for normality based on the empirical distribution function.  SORT-Statistics and Operations Research Transactions.  40:55-87. 2016
  • Piercesare Secchi, Simone Vantini and Valeria Vitelli: Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan.  Statistical Methods and Applications.  24:313-314. 2015
  • Profile identification via weighted related metric scaling: an application to dependent Spanish children.  JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY.  178:593-618. 2015
  • Outliers, GARCH-type models and risk measures: a comparison of several approaches.  Journal of Empirical Finance.  26:26-40. 2014
  • Asymptotic properties of a goodness-of-fit test based on maximum correlations.  STATISTICS.  47:202-215. 2013
  • Exact goodness-of-fit tests for censored data.  ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS.  64:1187-1203. 2012
  • Asymmetry, realised volatility and stock return risk estimates.  Portuguese Economic Journal.  11:147-164. 2012
  • A directional test of exponentiality based on maximum correlations.  METRIKA.  73:255-274. 2011
  • Wavelet-Based Detection of Outliers in Financial Time Series.  COMPUTATIONAL STATISTICS & DATA ANALYSIS.  54:2580-2593. 2010
  • A Location- and Scale-Free Goodness-of-fit Statistic for the Exponential Distribution Based on Maximum Correlations.  STATISTICS.  43:1-12. 2009
  • Projection Error Term in Gower's Interpolation.  JOURNAL OF STATISTICAL PLANNING AND INFERENCE.  139:1867-1878. 2009
  • Local Linear Regression for Functional Predictor and Scalar Response.  JOURNAL OF MULTIVARIATE ANALYSIS.  100:102-111. 2009
  • Karhunen-Loève basis in goodness-of-fit tests decomposition: An evaluation.  COMMUNICATIONS IN STATISTICS-THEORY AND METHODS.  37:3144-3163. 2008
  • Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches.  JOURNAL OF BANKING & FINANCE.  32:2482-2492. 2008

• book chapters 

  • La ineficacia del sistema español en la compensación a través del proceso. In: La reparación económica a la víctima en el sistema de justicia.  DYKINSON, S.L.. 23-97. 2019
  • Additive level outliers in multivariate GARCH models. In: Topics from the 7th Workshop on Statistical Simulation.  SPRINGER. 247-255. 2014
  • Applications of Principal Component Analysis (PCA) in food science and technology. In: Mathematical and Statistical Methods in Food Science and Technology.  Wiley-Blackwell. 57-86. 2014
  • Can personal dependency paths help to estimate life expectancy free of dependency?. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance.  SPRINGER. 1-5. 2014
  • Outliers and the estimation of minimum capital risk requirements. In: Investigaciones en Seguros y gestión de riesgos.  Fundacion MAPFRE. 541-546. 2009
  • Local Linear Regression for Functional Predictor and Scalar Response. In: Functional and Operational Statistics.  SPRINGER. 47-51. 2008

• books 

  • Estudio sobre las mujeres mayores de 65 años víctimas de violencia de género.  Ministerio de la Presidencia, Relaciones con las Cortes e Igualdad, Centro de Publicacione. 2019
  • La reparación económica a la víctima en el sistema de justicia.  MADRID: DYKINSON, S.L.. 2019
  • La eficacia de la reparación a la víctima en el proceso penal a través de las indemnizaciones. Un estudio de campo en la Comunidad de Madrid.  MADRID: DYKINSON, S.L.. 2018
  • Mathematical and statistical methods for actuarial sciences and finance.  SPRINGER. 2018

• conference contributions 

  • Robust multivariate analysis of mixed type data.  82-85. 2019
  • Using deepest dependency paths to enhance life expectancy estimation 2018
  • Nuevas tendencias en la modelización actuarial: de los GAM a los métodos DB 2015
  • Can personal dependency paths help to estimate life expectancy free of dependency? 2014
  • Goodness-of-fit for randomly censored data based on maximun correlation 2014
  • Outliers in multivariate GARCH models 2013
  • Contrastes de bondad de ajuste basados en la correlación máxima de Hoe ffding 2012
  • Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children 2012
  • Profile Identification Via Weighted Related Metric Scaling: An Application to Dependent Spanish Children 2012
  • Profile Identification Via Weighted Related Metric Scaling: An Application to Spanish Dependent Children 2011
  • Outliers in GARCH models and the estimation of risk measures.  1219-1233. 2010
  • Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches 2008
  • Local Linear Regression for Functional Predictor and Scalar Response 2008

• working papers 

  • How to explain the cross-section of equity returns through Common Principal Components 2021
  • Models for expected returns with statistical factors 2019
  • Estimating life expectancy free of dependency : group characterization through the proximity to the deepest dependency path 2017
  • Goodness-of-fit test for randomly censored data based on maximum correlation 2014
  • Outliers in multivariate Garch Models 2014
  • Profile identification via weighted related metric scaling : an application to dependent Spanish children 2011
  • Sensitivity and Robustness in MDS Configurations for Mixed-Type Data: A Study of the Economic Crisis Impact on Socially Vulnerable Spanish People 2010
  • Outliers in Garch Models and the Estimation of Risk Measures 2010
  • Exact Goodness-of-Fit Tests for Censored Data 2009
  • Wavelet-based Detection of Outliers in Volatility Models 2009
  • Asymptotic Properties of a Goodness-of-Fit Test Based on Maximum Correlations 2008